+199.5%
MCHP vs ET
+177.0%
+22.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -6.0% | +2.9% | -8.9% | -7.1% |
| 3M | -19.7% | +16.8% | -36.5% | -24.6% |
| 6M | +14.0% | +18.9% | -4.8% | +6.1% |
| YTD | +18.4% | +37.7% | -19.3% | +3.9% |
| 1Y | +17.1% | +32.4% | -15.3% | +4.3% |
| 3Y | +0.7% | +99.5% | -98.8% | -22.2% |
| 5Y | +5.1% | +244.0% | -238.9% | -33.0% |
| All | +199.5% | +177.0% | +22.5% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling